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Banking

TBTF

An acronym for too big to fail; a bank, an insurance firm, or any type of financial institution that are...

CCN

It stands for contingent capital note; a type of contingent convertible (CoCo)- contingent convertible bond- that is designed to automatically...

NPL

It stands for non-performing loan; a loan that carries a very high risk of default (100% probability of default), with...

LDR

It stands for loan to deposit ratio; the ratio of loans extended to customers carried at amortized cost net of...

Net CET-1

A measure of common equity tier 1 (CET-1) that represents gross common equity tier 1 (net of prudential filters) after...

COR

It stands for cost of risk; a measure of credit quality (for a bank or financial institution) that constitutes the...

RAR

An acronym for risk asset ratio; a measure of total regulatory capital as a percentage of risk-weighted assets (RWAs). In...

AT-1 Security

It stands for additional tier-1 security; additional tier-1 (AT-1) securities are hybrid instruments that rank between common equity tier-1 (CET-1)...

EAD

It stands for exposure at default; a measure of a bank's exposure to losses arising from defaulting loans. It represents...

CET-1 Ratio

A ratio (capital ratio) that relates a bank's capital against its assets. It measures a bank's common equity tier 1...